+400.4%
ALAB vs CTAS
+30.6%
+369.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.0% | +9.7% |
| 7D | +7.2% | -1.8% | +9.0% | +6.9% |
| 30D | -2.5% | -0.2% | -2.3% | -2.5% |
| 3M | -13.3% | +11.7% | -25.0% | -13.2% |
| 6M | +172.8% | +0.7% | +172.1% | +180.0% |
| YTD | +86.6% | +7.4% | +79.2% | +88.8% |
| 1Y | +65.2% | -2.1% | +67.3% | +71.4% |
| All | +400.4% | +30.6% | +369.8% | +458.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling